Rapport Backtest

Stratégie · EmaTrend   |   Ticker · AMZN   |   2018-01-02 → 2025-10-31
Capital Final 9,687.31 €
P&L -312.69 € (-3.13%)
Total Trades 11
Max Drawdown 25.39%
Sharpe
-0.05
Sortino
-0.03
Calmar
-0.02

Equity Curve

Underwater Curve

Performance

CAGR-0.41%
Ulcer Index0.17
Expectancy-78.74

Trades Overview

Total11 Win Rate36.36%
Profit Factor0.75 Payoff Ratio1.32

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2019-01-17 05:00:00 2019-07-16 04:00:00 Long 15 84.04 100.39 768.19 19.45% 179
2019-08-06 04:00:00 2020-02-03 05:00:00 Short 15 89.57 100.68 -533.21 -12.40% 181
2020-03-10 04:00:00 2020-04-14 04:00:00 Short 15 93.50 110.18 -750.74 -17.84% 35
2020-10-12 04:00:00 2020-11-02 05:00:00 Long 15 167.58 152.85 -338.80 -8.79% 21
2020-11-09 05:00:00 2022-03-09 05:00:00 Long 15 161.63 139.28 -491.76 -13.83% 485
2022-03-23 04:00:00 2022-04-25 04:00:00 Long 15 163.79 143.80 -399.79 -12.20% 33
2022-09-19 04:00:00 2022-11-02 04:00:00 Short 15 122.10 97.48 640.13 20.16% 44
2023-03-02 05:00:00 2023-03-31 04:00:00 Short 15 91.36 102.31 -415.86 -11.98% 28
2023-11-06 05:00:00 2024-02-05 05:00:00 Long 15 138.83 169.96 747.15 22.42% 91
2024-06-10 04:00:00 2024-08-05 04:00:00 Long 15 184.16 153.96 -603.97 -16.40% 56
2024-09-16 04:00:00 2024-11-14 05:00:00 Long 15 185.38 213.85 512.47 15.36% 59